This module allows you to analyze existing cross correlation between Russia TR and AEX Amsterdam. You can compare the effects of market volatilities on Russia TR and AEX Amsterdam and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Russia TR with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Russia TR vs. AEX Amsterdam
Assuming 30 trading days horizon, Russia TR is expected to under-perform the AEX Amsterdam. In addition to that, Russia TR is 1.97 times more volatile than AEX Amsterdam. It trades about -0.12 of its total potential returns per unit of risk. AEX Amsterdam is currently generating about -0.05 per unit of volatility. If you would invest 56,510 in AEX Amsterdam on May 19, 2018 and sell it today you would lose (542.00) from holding AEX Amsterdam or give up 0.96% of portfolio value over 30 days.